I can't find the £33 fare you've found.
The best single ticket fare for a sensible return time is the £41.70 you'd pay for a saver return.
Looks like there are no cheap tickets left for the journey back to London (probably all gone to Fulham fans), unless you're prepared to wait until 8PM. If you don't mind leaving that late you could do the journey for £23. £13 London to Leicester, £10 Leicester to London (see attachment). It's slightly cheaper to buy these advance tickets from Midlandmainline.com rather than the trainline.
Another option would be to split the journey into three segments:
St Pancras - Bedford - £17.50 Cheap Day Return (£11.55 if you have a network railcard)
Bedford - Kettering - £8.70 cheap day return
Kettering - Leicester - £8.90 cheap day return
Total fare £35.10, or £29.15 with a network railcard.
The advantage of doing this is that you don't have to buy the ticket in advance, you can buy them at St Pancras on the day, and you wouldn't be restricted to using a specific train - although you do have to get trains that stop at the station where you change tickets.
I suspect Boc's taking advantage of Groupsave fares to save money on this one, it's probably worth asking him, they may have spare tickets available. He's not around at the moment but he'll be back in a day or two.
